USDJPY I tried to verify the CCI trading methods 150 - -150 to 200 - -200 for the past 10 years!

I changed the CCI parameters from 150－-150 to 200－-200 to verify the winning percentage over the last 10 years and put out a graph.

The judgment time is 5 minutes later.

 

USDJPY 5Minute CCI 150 - -150 Winning Percent

highwin: 34,243 highlose: 29,168 hightotal 63,411 HighWP: 54.0 %
lowwin: 33,504 lowlose: 29,689 lowtotal 63,193 LowWP: 53.02 %
win: 67,747 lose: 58,857 total: 126,604 WP: 53.51 %

MON_WP: 53.27 % win 10,768,650.0 lose 11,113,000
TUE_WP: 53.25 % win 11,657,750.0 lose 11,759,000
WED_WP: 53.61 % win 11,691,750.0 lose 11,904,000
TUR_WP: 53.42 % win 11,482,650.0 lose 11,777,000
FRI_WP: 53.94 % win 11,545,550.0 lose 11,601,000

0_WP: 54.52 % win 1,926,950.0 lose 1,891,000
1_WP: 55.15 % win 2,088,450.0 lose 1,998,000
2_WP: 52.97 % win 2,568,700.0 lose 2,683,000
3_WP: 50.78 % win 2,893,400.0 lose 3,300,000
4_WP: 52.7 % win 2,796,500.0 lose 2,953,000
5_WP: 54.81 % win 2,204,900.0 lose 2,139,000
6_WP: 54.68 % win 2,100,350.0 lose 2,048,000
7_WP: 54.3 % win 2,185,350.0 lose 2,164,000
8_WP: 54.38 % win 2,513,450.0 lose 2,481,000
9_WP: 54.05 % win 2,657,100.0 lose 2,658,000
10_WP: 53.76 % win 2,865,350.0 lose 2,900,000
11_WP: 54.12 % win 2,607,800.0 lose 2,601,000
12_WP: 53.42 % win 2,302,650.0 lose 2,362,000
13_WP: 52.69 % win 2,159,000.0 lose 2,281,000
14_WP: 53.28 % win 2,284,800.0 lose 2,357,000
15_WP: 54.07 % win 2,792,250.0 lose 2,790,000
16_WP: 52.94 % win 2,830,500.0 lose 2,960,000
17_WP: 52.53 % win 2,597,600.0 lose 2,762,000
18_WP: 53.7 % win 2,397,000.0 lose 2,431,000
19_WP: 54.76 % win 2,093,550.0 lose 2,035,000
20_WP: 53.7 % win 2,108,000.0 lose 2,138,000
21_WP: 52.6 % win 2,183,650.0 lose 2,315,000
22_WP: 52.47 % win 2,203,200.0 lose 2,348,000
23_WP: 53.64 % win 2,224,450.0 lose 2,262,000

Janu_WP 53.05 % win 4,787,200.0 lose 4,985,000
Feb_WP 54.13 % win 4,604,450.0 lose 4,590,000
Mat_WP 53.99 % win 5,022,650.0 lose 5,035,000
Apr_WP 53.57 % win 4,809,300.0 lose 4,903,000
May_WP 53.31 % win 5,021,800.0 lose 5,175,000
June_WP 53.24 % win 4,793,150.0 lose 4,953,000
July_WP 53.22 % win 4,971,650.0 lose 5,142,000
Aug_WP 53.61 % win 5,011,600.0 lose 5,101,000
Sep_WP 53.86 % win 4,795,700.0 lose 4,833,000
Oct_WP 53.45 % win 5,020,100.0 lose 5,144,000
Nov_WP 53.37 % win 4,524,550.0 lose 4,651,000
Dec_WP 53.34 % win 4,222,800.0 lose 4,345,000

0M_WP 54.06 % win 5,403,450.0 lose 5,403,000
5M_WP 52.96 % win 5,575,150.0 lose 5,825,000
10M_WP 52.44 % win 5,141,650.0 lose 5,486,000
15M_WP 53.97 % win 4,899,400.0 lose 4,916,000
20M_WP 54.03 % win 4,562,800.0 lose 4,568,000
25M_WP 53.69 % win 4,377,500.0 lose 4,442,000
30M_WP 51.34 % win 4,323,100.0 lose 4,820,000
35M_WP 52.67 % win 4,596,800.0 lose 4,859,000
40M_WP 53.08 % win 4,520,300.0 lose 4,701,000
45M_WP 53.28 % win 4,495,650.0 lose 4,638,000
50M_WP 53.29 % win 4,556,000.0 lose 4,699,000
55M_WP 57.3 % win 5,133,150.0 lose 4,500,000

2010_WP 53.47 % win 5,356,700.0 loss 5,484,000
2011_WP 53.82 % win 5,215,600.0 loss 5,265,000
2012_WP 52.66 % win 5,262,350.0 loss 5,566,000
2013_WP 54.78 % win 5,480,800.0 loss 5,322,000
2014_WP 54.15 % win 5,320,150.0 loss 5,299,000
2015_WP 53.21 % win 5,298,050.0 loss 5,482,000
2016_WP 53.34 % win 5,375,400.0 loss 5,532,000
2017_WP 53.71 % win 5,323,550.0 loss 5,398,000
2018_WP 53.2 % win 5,278,500.0 loss 5,464,000
2019_WP 53.34 % win 5,206,250.0 loss 5,358,000
2020_WP 52.86 % win 4,467,600.0 loss 4,687,000

take: 57,584,950 Jpy
loss: 58,857,000 Jpy
PL: -1,272,050 Jpy
PF: 0.9783874475423484
Max WIn: 19
Max Pro: + 16,150.0 Jpy
Max Lose: 15
Max DD: - 15,000 Jpy
Ave Pips: 176.93424712533871

USDJPY 5Minute CCI 200 - -200 Winning Percent

highwin: 11,664 highlose: 9,599 hightotal 21,263 HighWP: 54.86 %
lowwin: 10,729 lowlose: 9,353 lowtotal 20,082 LowWP: 53.43 %
win: 22,393 lose: 18,952 total: 41,345 WP: 54.16 %

MON_WP: 54.03 % win 3,570,000.0 lose 3,574,000
TUE_WP: 53.87 % win 3,836,050.0 lose 3,838,000
WED_WP: 54.65 % win 3,888,750.0 lose 3,797,000
TUR_WP: 53.1 % win 3,700,050.0 lose 3,844,000
FRI_WP: 54.94 % win 3,882,800.0 lose 3,747,000

0_WP: 57.76 % win 604,350.0 lose 520,000
1_WP: 57.54 % win 768,400.0 lose 667,000
2_WP: 54.61 % win 941,800.0 lose 921,000
3_WP: 49.92 % win 1,023,400.0 lose 1,208,000
4_WP: 53.64 % win 989,400.0 lose 1,006,000
5_WP: 53.69 % win 680,850.0 lose 691,000
6_WP: 56.1 % win 687,650.0 lose 633,000
7_WP: 54.49 % win 726,750.0 lose 714,000
8_WP: 54.22 % win 835,550.0 lose 830,000
9_WP: 54.89 % win 997,900.0 lose 965,000
10_WP: 52.96 % win 1,002,150.0 lose 1,047,000
11_WP: 53.27 % win 822,800.0 lose 849,000
12_WP: 53.54 % win 732,700.0 lose 748,000
13_WP: 52.87 % win 627,300.0 lose 658,000
14_WP: 55.01 % win 663,000.0 lose 638,000
15_WP: 55.87 % win 1,011,500.0 lose 940,000
16_WP: 52.18 % win 1,008,950.0 lose 1,088,000
17_WP: 53.87 % win 904,400.0 lose 911,000
18_WP: 53.09 % win 737,800.0 lose 767,000
19_WP: 56.65 % win 600,950.0 lose 541,000
20_WP: 53.74 % win 585,650.0 lose 593,000
21_WP: 54.29 % win 683,400.0 lose 677,000
22_WP: 53.36 % win 694,450.0 lose 714,000
23_WP: 56.92 % win 702,950.0 lose 626,000

Janu_WP 54.03 % win 1,525,750.0 lose 1,527,000
Feb_WP 54.77 % win 1,558,050.0 lose 1,514,000
Mat_WP 55.17 % win 1,609,900.0 lose 1,539,000
Apr_WP 53.95 % win 1,559,750.0 lose 1,566,000
May_WP 53.19 % win 1,643,050.0 lose 1,701,000
June_WP 53.08 % win 1,559,750.0 lose 1,622,000
July_WP 54.23 % win 1,716,150.0 lose 1,704,000
Aug_WP 55.29 % win 1,789,250.0 lose 1,702,000
Sep_WP 53.64 % win 1,578,450.0 lose 1,605,000
Oct_WP 54.93 % win 1,666,000.0 lose 1,608,000
Nov_WP 54.3 % win 1,442,450.0 lose 1,428,000
Dec_WP 53.16 % win 1,385,500.0 lose 1,436,000

0M_WP 54.83 % win 2,007,700.0 lose 1,946,000
5M_WP 52.93 % win 2,055,300.0 lose 2,150,000
10M_WP 52.72 % win 1,670,250.0 lose 1,762,000
15M_WP 54.67 % win 1,526,600.0 lose 1,489,000
20M_WP 54.07 % win 1,411,850.0 lose 1,411,000
25M_WP 55.4 % win 1,368,500.0 lose 1,296,000
30M_WP 52.18 % win 1,443,300.0 lose 1,556,000
35M_WP 53.58 % win 1,584,400.0 lose 1,615,000
40M_WP 53.52 % win 1,435,650.0 lose 1,467,000
45M_WP 53.45 % win 1,382,100.0 lose 1,416,000
50M_WP 54.05 % win 1,441,600.0 lose 1,442,000
55M_WP 58.89 % win 1,706,800.0 lose 1,402,000

2010_WP 52.99 % win 1,797,750.0 loss 1,876,000
2011_WP 55.28 % win 1,841,100.0 loss 1,752,000
2012_WP 53.5 % win 1,855,550.0 loss 1,897,000
2013_WP 55.02 % win 1,895,500.0 loss 1,823,000
2014_WP 54.34 % win 1,804,550.0 loss 1,784,000
2015_WP 53.78 % win 1,716,150.0 loss 1,735,000
2016_WP 53.31 % win 1,690,650.0 loss 1,742,000
2017_WP 53.5 % win 1,649,850.0 loss 1,687,000
2018_WP 53.86 % win 1,661,750.0 loss 1,675,000
2019_WP 55.21 % win 1,728,900.0 loss 1,650,000
2020_WP 55.17 % win 1,392,300.0 loss 1,331,000

take: 19,034,050 Jpy
loss: 18,952,000 Jpy
PL: 82,050 Jpy
PF: 1.004329358379063
Max WIn: 17
Max Pro: + 14,450.0 Jpy
Max Lose: 12
Max DD: - 12,000 Jpy
Ave Pips: 198.45642968784884